• GloptiPoly

  • Referenced in 246 articles [sw04343]
  • hierarchy of semidefinite programming (SDP), or linear matrix inequality (LMI) relaxations of the GPM, whose ... associated monotone sequence of optimal values converges to the global optimum...
  • MIBPB

  • Referenced in 44 articles [sw08106]
  • work further accelerates the rate of convergence of linear equation systems resulting from the MIBPB...
  • SCCP

  • Referenced in 72 articles [sw03318]
  • Convergence of a non-interior continuation algorithm for the monotone SCCP It is well known ... algorithm solves at most one system of linear equations at each iteration. By using ... that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions...
  • iPiasco

  • Referenced in 22 articles [sw13492]
  • used for deriving a worst-case convergence rate for the proposed algorithm. It is proved ... optimal algorithm with linear rate of convergence. For certain problems this linear rate of convergence...
  • TETRAD

  • Referenced in 345 articles [sw12177]
  • latent structure, and to search for linear feedback models--and in the ability to calculate ... pointwise consistent”--they are guaranteed to converge almost certainly to correct information about the true...
  • QSDPNAL

  • Referenced in 17 articles [sw18799]
  • constraints consisting of a large number of linear equality and inequality constraints, a simple convex ... able to establish the rate of convergence of the proposed ... algorithm and prove the R-(super)linear convergence of the KKT residual. In the implementation ... develop efficient techniques for solving large scale linear systems of equations under certain subspace constraints...
  • ARock

  • Referenced in 17 articles [sw16800]
  • abstracts many problems in numerical linear algebra, optimization, and other areas of data science ... probability one, ARock generates a sequence that converges to a fixed point ... weaker than those in comparable work. Linear convergence is obtained under suitable assumptions. We propose...
  • ParNes

  • Referenced in 12 articles [sw08366]
  • ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals ... lasso problem, i.e., an underdetermined linear least-squares problem with a 1-norm constraint ... guaranteed to be almost always locally linearly convergent. As in the case of the algorithm ... provably optimal manner. The aforementioned linear convergence is in part due to this modification...
  • SQUAREM

  • Referenced in 13 articles [sw12282]
  • fixed-point iterations. Algorithms for accelerating the convergence of slow, monotone sequences from smooth, contraction ... used to accelerate any smooth, linearly convergent acceleration scheme. A tutorial style introduction to this...
  • BVPh

  • Referenced in 151 articles [sw06575]
  • freedom to choose the equation-type of linear sub-problems and the base functions ... provides a convenient way to guarantee the convergence of a solution. This book consists...
  • PPROJ

  • Referenced in 7 articles [sw21258]
  • compute a high precision solution. A linear convergence result is established for SpaRSA that does ... projection problem, and an earlier R-linear convergence rate is strengthened to a Q-linear...
  • filterSQP

  • Referenced in 55 articles [sw04725]
  • promote global convergence. The solver runs with a dense or a sparse linear algebra package...
  • Statmod

  • Referenced in 16 articles [sw07073]
  • linear models, heteroscedastic regression, inverse-Gaussian probability calculations, Gauss quadrature and a secure convergence algorithm ... models. Includes advanced generalized linear model functions that implement secure convergence, dispersion modeling and Tweedie...
  • subplex

  • Referenced in 19 articles [sw04818]
  • function evaluations required for convergence typically increases only linearly with the problem size...
  • SQPlab

  • Referenced in 132 articles [sw05161]
  • problem, which has a quadratic objective and linear constraints. This QP is still difficult ... Newton method, the SQP algorithm converges very rapidly, meaning that it requires few iterations (hence...
  • MUSCOP

  • Referenced in 6 articles [sw06143]
  • spatial discretization points. It consists of a linear iterative splitting approach (LISA) within a Newton ... inequality constrained problems and provide local convergence theory. In addition we develop a classical ... preconditioner for LISA and prove grid independent convergence of the classical variant for a model ... coarse grid determines the asymptotic linear convergence rate, i.e., Bock’s kappa. Based on reliable...
  • lobpcg.m

  • Referenced in 110 articles [sw24008]
  • space of the corresponding homogeneous system of linear equations under the assumption that the eigenvalue ... problems in terms of the speed of convergence, costs of every iteration, and memory requirements...
  • SimpleMKL

  • Referenced in 55 articles [sw12290]
  • kernel learning algorithm, based on semi-infinite linear programming, has been recently proposed. This approach ... this iterative algorithm needs numerous iterations for converging towards a reasonable solution. In this paper ... where the kernel is defined as a linear combination of multiple kernels. We propose ... Experimental results show that the proposed algorithm converges rapidly and that its efficiency compares favorably...
  • picasso

  • Referenced in 4 articles [sw20406]
  • boost computation, and attains a linear convergence to a unique sparse local optimum with optimal...
  • ExtraPush

  • Referenced in 4 articles [sw28495]
  • that it naturally produces a bounded, linearly convergent sequence provided that the objective function...